-0.1%
NWSA vs EPAM
-11.8%
+11.6%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.2% | +0.8% |
| 7D | -10.5% | +9.1% | -19.6% | -10.8% |
| 30D | -8.8% | +38.5% | -47.2% | -12.8% |
| 3M | -6.5% | +61.0% | -67.5% | -12.9% |
| 6M | -1.3% | +58.0% | -59.4% | -9.3% |
| YTD | +2.5% | -23.5% | +25.9% | +8.6% |
| All | -0.1% | -11.8% | +11.6% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded EPAM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling